Andreas Kyprianou
Andreas Kyprianou
Professor of Mathematics, University of Bath, UK
Potvrđena adresa e-pošte na bath.ac.uk - Početna stranica
Naslov
Citirano
Citirano
Godina
Introductory lectures on fluctuations of Lévy processes with applications
AE Kyprianou
Springer Science & Business Media, 2006
11942006
Fluctuations of Lévy processes with applications: Introductory Lectures
AE Kyprianou
Springer Science & Business Media, 2014
3642014
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
F Avram, AE Kyprianou, MR Pistorius
Annals of Applied Probability 14 (1), 215-238, 2004
2722004
Some remarks on first passage of Lévy processes, the American put and pasting principles
L Alili, AE Kyprianou
The Annals of Applied Probability 15 (3), 2062-2080, 2005
2532005
The theory of scale functions for spectrally negative Lévy processes
A Kuznetsov, AE Kyprianou, V Rivero
Lévy matters II, 97-186, 2012
2222012
Ruin probabilities and overshoots for general Lévy insurance risk processes
C Klüppelberg, AE Kyprianou, RA Maller
The Annals of Applied Probability 14 (4), 1766-1801, 2004
2092004
Measure change in multitype branching
JD Biggins, AE Kyprianou
Advances in Applied Probability, 544-581, 2004
2042004
Overshoots and undershoots of Lévy processes
RA Doney, AE Kyprianou
The Annals of Applied Probability, 91-106, 2006
1502006
Seneta-Heyde norming in the branching random walk
JD Biggins, AE Kyprianou
The Annals of Probability 25 (1), 337-360, 1997
1501997
The local relaxation flow approach to universality of the local statistics for random matrices
L Erdős, B Schlein, HT Yau, J Yin
Annales de l'IHP Probabilités et statistiques 48 (1), 1-46, 2012
1402012
Smoothness of scale functions for spectrally negative Lévy processes
T Chan, AE Kyprianou, M Savov
Probability Theory and Related Fields 150 (3-4), 691-708, 2011
1342011
Exotic option pricing and advanced Lévy models
A Kyprianou, W Schoutens, P Wilmott
John Wiley & Sons, 2006
1262006
Old and new examples of scale functions for spectrally negative Lévy processes
F Hubalek, E Kyprianou
Seminar on stochastic analysis, random fields and applications VI, 119-145, 2011
1192011
Some calculations for Israeli options
AE Kyprianou
Finance and Stochastics 8 (1), 73-86, 2004
1092004
Meromorphic Lévy processes and their fluctuation identities
A Kuznetsov, AE Kyprianou, JC Pardo
The Annals of Applied Probability 22 (3), 1101-1135, 2012
1072012
Distributional study of de Finetti's dividend problem for a general Lévy insurance risk process
AE Kyprianou, Z Palmowski
Journal of Applied Probability 44 (2), 428-443, 2007
1022007
Local extinction versus local exponential growth for spatial branching processes
J Engländer, AE Kyprianou
Annals of probability 32 (1A), 78-99, 2004
1022004
Fixed points of the smoothing transform: the boundary case
J Biggins, A Kyprianou
Electronic Journal of Probability 10, 609-631, 2005
1012005
A Wiener–Hopf Monte Carlo simulation technique for Lévy processes
A Kuznetsov, AE Kyprianou, JC Pardo, K van Schaik
Annals of Applied Probability 21 (6), 2171-2190, 2011
952011
Refracted lévy processes
AE Kyprianou, RL Loeffen
Annales de l'IHP Probabilités et statistiques 46 (1), 24-44, 2010
952010
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